AQFC2015

SEEM5201 2026-2027 for Semester 1

Date & Venue

Title

Speaker

September 10, 2026, ERB 612 Dynamic Sharpe Ratio Equilibrium with Background Risk and Smooth Ambiguity Prof. Harry Zheng, Imperial College London
September 11, 2026, ERB 909 Optimal Spectral Design with Prior Information Prof. Weijun Xie, City University of Hong Kong
September 18, 2026, ERB 909

Signature Approach for Contextual Bandits with Nonlinear and Path-dependent Rewards

Dr. Xinyu Li, University of Oxford
September 18, 2026, ERB 909

Multi-Period Mean-Variance Portfolio Selection: An MDP Approach

Prof. Li Xia, Sun Yat-sen University
September 25, 2026, ERB 909

Learning Sparse Representations with Symmetries

Prof. Yong Sheng Soh, National University of Singapore
September 29, 2026, ERB 909 Multi-Armed Bernoulli Bandits via Minimax Single-Arm Stopping Dr. Zhengchao Wang, University of Sydney Business School